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We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
With noisy and asynchronous high-frequency data collected for an ultra-large number of assets, we estimate high-dimensional spot volatility matrices satisfying a low-rank plus sparse structure. A loca...
In temperate lakes, it is generally assumed that light rather than temperature constrains phytoplankton growth in winter. Rapid winter warming and increasing observations of winter blooms warrant more...
The characterisation of a HF channel by means of monthly electron density profiles can be complemented with a detailed study of radio propagation «worst cases» on situations with extremes co...
The concept of using high-frequency (HF) radio pulses to remotely probe the ocean surface has been around for decades. In this paper and the companion paper by Teague et al. (1997) we strive to introd...
The littoral ocean with its complicated coastline and complex bathymetry poses great challenges to oceanographers, coastal managers, and naval forces that have an ever increasing need to understand an...
This paper is concerned with fast solution of high frequency acoustic scattering problems in two dimensions. We introduce a directional multiscale algorithm for the N-body problem of the two dimension...
This paper is concerned with the uncertainty quantification of high-frequency acoustic scattering from objects with random shape in two-dimensional space. Several new methods are introduced to efficie...
This paper is concerned with the fast solution of high-frequency electromagnetic scattering problems using the boundary integral formulation. We extend the O(NlogN) directional multilevel algorithm pr...
The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral...
The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterativ...
Return flow in a deep subduction channel (DSC) has been proposed to explain rapid exhumation of high pressure–low temperature metamorphic rocks, entirely based on the fossil rock record. Supported by ...
It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The question is: is there a...
Abstract: Interest in continuous-time processes has increased rapidly in recent years, largely because of the high-frequency data available in many areas of application, particularly in finance and tu...
Our current understanding of radio-loud AGN comes predominantly from studies at frequencies of 5 GHz and below. With the recent completion of the Australia Telescope 20 GHz (AT20G) survey, we can now ...

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